Quantile Regression on Quantile Ranges - A Threshold Approach
DOI10.1111/jtsa.12204zbMath1356.62144OpenAlexW2489803206MaRDI QIDQ2954307
Christos Michalopoulos, Zhijie Xiao, Chung-Ming Kuan
Publication date: 12 January 2017
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12204
Bahadur representationquantile regressionserial correlationthreshold modelconfidence intervals for threshold parameter
Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15)
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